+355.9%
CRWD vs MCD
+10.5%
+345.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +0.7% |
| 7D | -5.0% | -1.9% | -3.0% | -5.5% |
| 30D | -12.9% | +16.6% | -29.5% | -8.6% |
| 3M | +3.2% | +0.9% | +2.3% | +4.5% |
| 6M | +69.0% | +1.5% | +67.5% | +71.6% |
| YTD | +95.5% | -8.3% | +103.8% | +94.0% |
| 1Y | +64.6% | -8.1% | +72.7% | +63.4% |
| All | +355.9% | +10.5% | +345.4% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling